Create a program named SP_fkeys.prg using the following code: 

   * Substitute the server name.
   #DEFINE Connect_String 'DRIVER={SQL Server};SERVER=MY_SERVER;' + ;
      'DATABASE=PUBS;UID=sa;PWD='
   * Create a cursor to store information.
   CREATE CURSOR SQLKeys (Parent_Qualifier c( 128 ), Parent_Owner c( 128 ), ;
      Parent_Table_Name c( 128 ), Parent_Column_Name c( 128 ), ;
      Foreign_Qualifier c( 128 ), Foreign_Owner c( 128 ), ;
      Foreign_Table_Name c( 128 ), Foreign_Column_Name c( 128 ), ;
      Key_Seq I, FK_NAME c( 128 ), PK_Name c( 128 ))
   * Connect to SQL Server.
   gnConnHandle=SQLSTRINGCONN(Connect_String)
   IF gnConnHandle> 0 
      * Get the tables available on SQL Server.
      SQLConnTables=SQLTABLES(gnConnHandle)
      IF SQLConnTables> 0 
         SELECT SQLResult
         INCnt= 0 
         DO WHILE !EOF()
            * Create a command to execute the stored procedure.
            SQLCommand= "sp_fkeys "  + ALLTRIM(Table_Name)
            * Execute the stored procedure and return data to a cursor.
            =SQLEXEC(gnConnHandle,SQLCommand,'syskeys')
            * Select the cursor.
            SELECT SYSKeys
            IF RECCOUNT()> 0 
               SELECT SQLKeys
               SQLKEY_Exists=.F.
               SCAN FOR Parent_Table_Name=SYSKeys.PKTable_Name ;
                     AND Foreign_Table_Name=SYSKeys.FKTable_Name
                  * Multicolumn key.
                  * Concatenate to get the expression.
                  REPLACE SQLKeys.Foreign_Column_Name WITH ;
                     ALLTRIM(SQLKeys.Foreign_Column_Name) + ;
                      "+"   + ALLTRIM(SYSKeys.FKColumn_Name)
                  SQLKEY_Exists=.T.
               ENDSCAN
               IF !SQLKEY_Exists
                  * Insert a new record into the SQLKeys cursor.
                  INSERT INTO SQLKeys ;
                     VALUES ;
                     (SYSKeys.PKTable_Qualifier, SYSKeys.PKTable_Owner, ;
                     SYSKeys.PKTable_Name, SYSKeys.PKColumn_Name, ;
                     SYSKeys.FKTable_Qualifier, SYSKeys.FKTable_Owner, ;
                     SYSKeys.FKTable_Name,SYSKeys.FKColumn_Name, ;
                     SYSKeys.Key_Seq,SYSKeys.FK_NAME,SYSKeys.PK_Name)
               ENDIF
            ENDIF
            SELECT SQLResult
            SKIP
         ENDDO
         =SQLDISCONN(gnConnHandle)
      ENDIF
   ENDIF
   SELECT SQLKeys
   BROW LAST
   CLOSE ALL
   RETURN


In the Command window enter and run the following code: 

   DO SP_FKEYS


REFERENCES
Transact – SQL Help; search on:  "sp_fkeys"